8.2 Business Assumptions Supported
The application supports the following types of business assumptions:
Table 7-1 List of business assumptions
| Assumption Category | Assumption Sub-category |
|---|---|
| Cash Flow Movement | Cash Flow Movement |
| Asset Sale | |
| Cash Flow Delay | |
| Delinquency | |
| Prepayment | |
| Recovery | |
| Rollover | |
| Run-off | |
| Encumbrance | Encumbrance |
| Ratings Downgrade | |
| Valuation Changes | |
| Incremental Cash Flow | Incremental Cash Flow |
| Drawdown | |
| New Business | |
| Ratings Downgrade | |
| Run-off | |
| Secured Funding/Financing | |
| Valuation Changes | |
| Value Change | Available Stable Funding Factor |
| Haircut | |
| Required Stable Funding Factor |
The computations related to each assumption category and sub-category is explained in detail, in the following sections.